Estimation of posterior density functions from a posterior sample.

DOI10.1016/S0167-9473(98)00068-1zbMath1042.65507MaRDI QIDQ1285505

Man-Suk Oh

Publication date: 28 April 1999

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Bayesian analysis; Simulation; Density estimation; Markov Chain Monte Carlo

Mathematics Subject Classification ID

62F15: Bayesian inference

65C40: Numerical analysis or methods applied to Markov chains

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Cites Work

• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• Monte Carlo sampling methods using Markov chains and their applications
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